NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 23-May-2012
Day Change Summary
Previous Current
22-May-2012 23-May-2012 Change Change % Previous Week
Open 93.80 92.29 -1.51 -1.6% 96.54
High 93.80 92.29 -1.51 -1.6% 96.70
Low 91.82 89.90 -1.92 -2.1% 91.80
Close 92.43 90.50 -1.93 -2.1% 92.34
Range 1.98 2.39 0.41 20.7% 4.90
ATR 2.02 2.06 0.04 1.8% 0.00
Volume 12,105 24,537 12,432 102.7% 145,280
Daily Pivots for day following 23-May-2012
Classic Woodie Camarilla DeMark
R4 98.07 96.67 91.81
R3 95.68 94.28 91.16
R2 93.29 93.29 90.94
R1 91.89 91.89 90.72 91.40
PP 90.90 90.90 90.90 90.65
S1 89.50 89.50 90.28 89.01
S2 88.51 88.51 90.06
S3 86.12 87.11 89.84
S4 83.73 84.72 89.19
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 108.31 105.23 95.04
R3 103.41 100.33 93.69
R2 98.51 98.51 93.24
R1 95.43 95.43 92.79 94.52
PP 93.61 93.61 93.61 93.16
S1 90.53 90.53 91.89 89.62
S2 88.71 88.71 91.44
S3 83.81 85.63 90.99
S4 78.91 80.73 89.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.78 89.90 4.88 5.4% 2.04 2.2% 12% False True 25,816
10 98.50 89.90 8.60 9.5% 1.99 2.2% 7% False True 27,340
20 107.12 89.90 17.22 19.0% 2.06 2.3% 3% False True 28,940
40 108.19 89.90 18.29 20.2% 1.95 2.2% 3% False True 26,932
60 110.87 89.90 20.97 23.2% 1.90 2.1% 3% False True 23,934
80 110.87 89.90 20.97 23.2% 1.79 2.0% 3% False True 22,316
100 110.87 89.90 20.97 23.2% 1.73 1.9% 3% False True 19,534
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 102.45
2.618 98.55
1.618 96.16
1.000 94.68
0.618 93.77
HIGH 92.29
0.618 91.38
0.500 91.10
0.382 90.81
LOW 89.90
0.618 88.42
1.000 87.51
1.618 86.03
2.618 83.64
4.250 79.74
Fisher Pivots for day following 23-May-2012
Pivot 1 day 3 day
R1 91.10 91.89
PP 90.90 91.43
S1 90.70 90.96

These figures are updated between 7pm and 10pm EST after a trading day.

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